| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4,668.0 |
4,638.0 |
-30.0 |
-0.6% |
4,700.0 |
| High |
4,688.0 |
4,648.0 |
-40.0 |
-0.9% |
4,736.0 |
| Low |
4,650.0 |
4,598.0 |
-52.0 |
-1.1% |
4,626.0 |
| Close |
4,664.0 |
4,605.0 |
-59.0 |
-1.3% |
4,648.0 |
| Range |
38.0 |
50.0 |
12.0 |
31.6% |
110.0 |
| ATR |
51.6 |
52.6 |
1.0 |
2.0% |
0.0 |
| Volume |
23,601 |
28,522 |
4,921 |
20.9% |
159,145 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,767.0 |
4,736.0 |
4,632.5 |
|
| R3 |
4,717.0 |
4,686.0 |
4,618.8 |
|
| R2 |
4,667.0 |
4,667.0 |
4,614.2 |
|
| R1 |
4,636.0 |
4,636.0 |
4,609.6 |
4,626.5 |
| PP |
4,617.0 |
4,617.0 |
4,617.0 |
4,612.3 |
| S1 |
4,586.0 |
4,586.0 |
4,600.4 |
4,576.5 |
| S2 |
4,567.0 |
4,567.0 |
4,595.8 |
|
| S3 |
4,517.0 |
4,536.0 |
4,591.3 |
|
| S4 |
4,467.0 |
4,486.0 |
4,577.5 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,000.0 |
4,934.0 |
4,708.5 |
|
| R3 |
4,890.0 |
4,824.0 |
4,678.3 |
|
| R2 |
4,780.0 |
4,780.0 |
4,668.2 |
|
| R1 |
4,714.0 |
4,714.0 |
4,658.1 |
4,692.0 |
| PP |
4,670.0 |
4,670.0 |
4,670.0 |
4,659.0 |
| S1 |
4,604.0 |
4,604.0 |
4,637.9 |
4,582.0 |
| S2 |
4,560.0 |
4,560.0 |
4,627.8 |
|
| S3 |
4,450.0 |
4,494.0 |
4,617.8 |
|
| S4 |
4,340.0 |
4,384.0 |
4,587.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,689.0 |
4,598.0 |
91.0 |
2.0% |
41.8 |
0.9% |
8% |
False |
True |
30,847 |
| 10 |
4,767.0 |
4,598.0 |
169.0 |
3.7% |
44.8 |
1.0% |
4% |
False |
True |
31,388 |
| 20 |
4,831.0 |
4,598.0 |
233.0 |
5.1% |
44.3 |
1.0% |
3% |
False |
True |
29,115 |
| 40 |
4,831.0 |
4,573.0 |
258.0 |
5.6% |
47.4 |
1.0% |
12% |
False |
False |
28,327 |
| 60 |
4,831.0 |
4,457.0 |
374.0 |
8.1% |
44.0 |
1.0% |
40% |
False |
False |
25,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,860.5 |
|
2.618 |
4,778.9 |
|
1.618 |
4,728.9 |
|
1.000 |
4,698.0 |
|
0.618 |
4,678.9 |
|
HIGH |
4,648.0 |
|
0.618 |
4,628.9 |
|
0.500 |
4,623.0 |
|
0.382 |
4,617.1 |
|
LOW |
4,598.0 |
|
0.618 |
4,567.1 |
|
1.000 |
4,548.0 |
|
1.618 |
4,517.1 |
|
2.618 |
4,467.1 |
|
4.250 |
4,385.5 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,623.0 |
4,643.5 |
| PP |
4,617.0 |
4,630.7 |
| S1 |
4,611.0 |
4,617.8 |
|